-23.7%
VFC vs XLRE
+30.1%
-53.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -0.4% |
| 7D | -3.3% | -2.7% | -0.6% | +0.5% |
| 30D | -14.0% | -2.3% | -11.7% | -11.2% |
| 3M | -22.6% | -3.5% | -19.1% | -18.8% |
| 6M | -24.7% | +1.9% | -26.6% | -27.0% |
| YTD | -29.0% | +8.3% | -37.3% | -37.3% |
| 1Y | -13.8% | +6.4% | -20.2% | -21.4% |
| All | -23.7% | +30.1% | -53.7% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XLRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling